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ETRACS Alerian MLP Infrastructure Index ETN Series B MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.54% (-0.09%)
Analysis last updated: Monday, February 9, 2026 at 10:44 PM UTC
Date Range:

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graph of ETRACS Alerian MLP Infrastructure Index ETN Series B MF2-GARCH
paramt-stat
m116
α0.00000.00
β0.879152.33
γ0.07367.67
λ11.27420.02
λ20.42750.02
λ30.00000.00
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts